+15.6%
SM vs WCC
+440.3%
-424.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +10.6% | +14.2% | -3.6% | +1.4% |
| 30D | -15.0% | -9.8% | -5.1% | -10.3% |
| 3M | +1.7% | -10.1% | +11.8% | +5.5% |
| 6M | +5.9% | -9.4% | +15.3% | +4.9% |
| YTD | +79.0% | +34.4% | +44.6% | +27.7% |
| 1Y | +84.7% | +23.3% | +61.4% | +39.2% |
| 3Y | -3.5% | +137.9% | -141.4% | -61.1% |
| 5Y | +4.9% | +144.0% | -139.0% | -65.3% |
| All | +15.6% | +440.3% | -424.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling